CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 20-Sep-2010
Day Change Summary
Previous Current
17-Sep-2010 20-Sep-2010 Change Change % Previous Week
Open 0.9725 0.9661 -0.0064 -0.7% 0.9645
High 0.9725 0.9700 -0.0025 -0.3% 0.9740
Low 0.9618 0.9640 0.0022 0.2% 0.9618
Close 0.9658 0.9679 0.0021 0.2% 0.9658
Range 0.0107 0.0060 -0.0047 -43.9% 0.0122
ATR 0.0078 0.0077 -0.0001 -1.6% 0.0000
Volume 44 85 41 93.2% 1,062
Daily Pivots for day following 20-Sep-2010
Classic Woodie Camarilla DeMark
R4 0.9853 0.9826 0.9712
R3 0.9793 0.9766 0.9696
R2 0.9733 0.9733 0.9690
R1 0.9706 0.9706 0.9685 0.9720
PP 0.9673 0.9673 0.9673 0.9680
S1 0.9646 0.9646 0.9674 0.9660
S2 0.9613 0.9613 0.9668
S3 0.9553 0.9586 0.9663
S4 0.9493 0.9526 0.9646
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 1.0038 0.9970 0.9725
R3 0.9916 0.9848 0.9692
R2 0.9794 0.9794 0.9680
R1 0.9726 0.9726 0.9669 0.9760
PP 0.9672 0.9672 0.9672 0.9689
S1 0.9604 0.9604 0.9647 0.9638
S2 0.9550 0.9550 0.9636
S3 0.9428 0.9482 0.9624
S4 0.9306 0.9360 0.9591
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9740 0.9618 0.0122 1.3% 0.0065 0.7% 50% False False 197
10 0.9740 0.9500 0.0240 2.5% 0.0072 0.7% 75% False False 158
20 0.9740 0.9338 0.0402 4.2% 0.0067 0.7% 85% False False 134
40 0.9830 0.9338 0.0492 5.1% 0.0057 0.6% 69% False False 86
60 0.9830 0.9338 0.0492 5.1% 0.0050 0.5% 69% False False 64
80 0.9830 0.9338 0.0492 5.1% 0.0043 0.4% 69% False False 51
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9955
2.618 0.9857
1.618 0.9797
1.000 0.9760
0.618 0.9737
HIGH 0.9700
0.618 0.9677
0.500 0.9670
0.382 0.9663
LOW 0.9640
0.618 0.9603
1.000 0.9580
1.618 0.9543
2.618 0.9483
4.250 0.9385
Fisher Pivots for day following 20-Sep-2010
Pivot 1 day 3 day
R1 0.9676 0.9677
PP 0.9673 0.9674
S1 0.9670 0.9672

These figures are updated between 7pm and 10pm EST after a trading day.

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